"Why not include critical thinking as well?"
Probably because you can't impart it in four days of powerpoint slides followed by a two hour computer marked multiple choice pub quiz.
I consult in business risk, and it's hard to get anyone to realise (even at 'expert' level) that the basics of probability theory are merely a description of how things occur in the real world, and to ignore them is to ignore reality.
The typical business risk assessment is "I think it's a three" - "that sounds about right".
Not surprising that surprises keep happening, is it?